Strange, that's not how my N800 behaves. Once I disconnect the current connection the N800 will stay disconnected until an automatic background search occurs (Connectivity->Search interval), or an application brings up the WiFi connection as it needs to transfer data.

I'm not really sure how you are able to connect to a wireless access point with the wrong password - that's a pretty broken security scheme they got going on there! I'm not able to connect my N800 to secure access points if I enter the wrong password/passphrase - it will fail with an "Authentication failed. Try again?" dialog. What kind of security are they employing on this AP?